+3,047.2%
DELL vs RIG
-44.8%
+3,092.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.1% | -11.3% | -7.8% |
| 7D | +4.9% | +5.7% | -0.9% | +4.0% |
| 30D | -32.1% | -0.7% | -31.4% | -32.0% |
| 3M | -30.2% | -3.1% | -27.1% | -30.1% |
| 6M | +41.7% | -16.3% | +58.0% | +44.4% |
| YTD | +176.6% | +34.1% | +142.4% | +161.9% |
| 1Y | +159.9% | +38.2% | +121.8% | +144.8% |
| 3Y | +388.0% | -15.3% | +403.3% | +373.7% |
| 5Y | +578.2% | +62.5% | +515.7% | +478.5% |
| 10Y | +2,653.4% | -46.6% | +2,700.0% | +1,984.5% |
| All | +3,047.2% | -44.8% | +3,092.0% | +2,322.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling